+500.7%
ISRG vs PWR
+1,832.8%
-1,332.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +6.3% | -9.6% | -5.3% |
| 7D | +4.8% | -12.9% | +17.7% | +8.4% |
| 30D | +9.2% | -22.8% | +32.1% | +17.1% |
| 3M | +21.2% | -19.0% | +40.2% | +27.0% |
| 6M | +0.2% | -31.1% | +31.3% | +9.4% |
| YTD | -20.1% | +28.2% | -48.3% | -32.9% |
| 1Y | -17.3% | +22.2% | -39.5% | -29.5% |
| 3Y | +63.3% | +222.1% | -158.8% | -12.8% |
| 5Y | +24.1% | +364.1% | -340.0% | -45.5% |
| All | +500.7% | +1,832.8% | -1,332.1% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PWR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling